+28.4%
PPG vs AMBA
+2.6%
+25.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.4% | -10.7% | -3.7% |
| 7D | -3.7% | +2.5% | -6.2% | -4.2% |
| 30D | -7.2% | -16.1% | +8.9% | -4.7% |
| 3M | -7.3% | +4.6% | -12.0% | -9.9% |
| 6M | +0.3% | +29.2% | -28.9% | -7.4% |
| YTD | +6.5% | -2.9% | +9.4% | +2.8% |
| 1Y | +0.5% | -18.7% | +19.2% | -1.2% |
| 3Y | -15.3% | +14.9% | -30.2% | -25.4% |
| 5Y | -22.9% | -53.0% | +30.1% | -27.0% |
| 10Y | +28.4% | +8.3% | +20.1% | -6.4% |
| All | +28.4% | +2.6% | +25.8% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling